PRODUCTION-BASED ASSET PRICING AND THE LINK BETWEEN STOCK RETURNS AND ECONOMIC-FLUCTUATIONS

被引：423

|

作者：

COCHRANE, JH

机构：

来源：

JOURNAL OF FINANCE | 1991年 / 46卷 / 01期

关键词：

D O I：

10.2307/2328694

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：209 / 237

页数：29

相关论文

共 50 条

[1] Japanese stock returns and investment: A test of production-based asset pricing model
Hori, K
[J]. JAPAN AND THE WORLD ECONOMY, 1997, 9 (01) : 37 - 56
[2] Profitability, Value, and Stock Returns in Production-Based Asset Pricing without Frictions
Balvers, Ronald J.
Gu, Li
Huang, Dayong
[J]. JOURNAL OF MONEY CREDIT AND BANKING, 2017, 49 (07) : 1621 - 1651
[3] Production-based measures of risk for asset pricing
Belo, Frederico
[J]. JOURNAL OF MONETARY ECONOMICS, 2010, 57 (02) : 146 - 163
[4] Impact of consumer confidence on the expected returns of the Tokyo Stock Exchange: A comparative analysis of consumption and production-based asset pricing models
Rojo-Suarez, Javier
Belen Alonso-Conde, Ana
[J]. PLOS ONE, 2020, 15 (11):
[5] Testing a production-based asset-pricing model
Arroyo, CR
[J]. ECONOMIC INQUIRY, 1996, 34 (02) : 357 - 377
[6] Production-based asset pricing in monetary economies with transactions costs
Reffett, KL
[J]. ECONOMICA, 1996, 63 (251) : 427 - 443
[7] Predicting firm level stock returns: Implications for asset pricing and economic links
McMillan, David G.
[J]. BRITISH ACCOUNTING REVIEW, 2019, 51 (04): : 333 - 351
[8] Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Liu, Hening
Miao, Jianjun
[J]. JOURNAL OF MONETARY ECONOMICS, 2015, 69 : 70 - 89
[9] Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
Aldrich, Eric Mark
Kung, Howard
[J]. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 2021, 25 (01):
[10] INVENTORIES AS FACTORS OF PRODUCTION AND ECONOMIC-FLUCTUATIONS
RAMEY, VA
[J]. AMERICAN ECONOMIC REVIEW, 1989, 79 (03): : 338 - 354

← 1 2 3 4 5 →